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It's a poetic, even archaic form, often found in old folk songs - Dylan was much influenced by those in the early years. Perhaps the most obvious example of the usage is "Summer is a'comin' in" - just try singing it with and without the initial "a" and you'll soon get the point...

Although, strictly speaking, "Summer is a'comin' in" is more correctly written: "Svmer is icumen in Lhude sing cuccu! Groweþ sed and bloweþ med and springþ þe wde nu". However, unless you are actually singing the song in the round, "icumen" sounds jolly silly; thus a'comin' is much more palatable...

Although it must be remembered that the form 'is icumen' is an old form of the past participle (cf mod German 'ist gekommen'), which all but died out as a tense marker in English (OE 'ge-', ME 'y-', 'i-').

I believe it's possible that somewhere in the past the memory of this usage influenced the insertion of a similar schwa sound for rythmical purposes: 'summer is a-coming in' no longer has the same meaning as 'summer has come in', but its source does, and now it influences phrases such as 'rain's a-gonna fall' and I'm a-going home' (and maybe even 'that a-way').

The following link strikes me as, at least, a plausible explanation. It seems to think that the "a" in most of these cases comes not from the ME prefix i- (or OE ge-) but from OE on-, indicating a direction or tendency:

...which suggests, I guess, that "Summer is a'comin in" is an, at best, very non-literal translation of "Sumer is icumen in"...the former meaning that Summer is beginning to come in, and the latter meaning that it has come in.